Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • APA vs RJF✓SelectedUSD · RJFAPA vs RJF performance historyLatest closeAs of-3.19%09/04
Stock and ETF performance explorer

APA vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+848.7%
RJF return
+49,848.3%
Excess return
-48,999.6%
Maximum drawdown
-96.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-3.2%-1.6%-1.6%-2.6%
7D+0.5%-0.6%+1.1%+0.7%
30D+23.4%-1.3%+24.7%+23.8%
3M+12.7%+18.9%-6.2%+5.1%
6M+39.4%+15.0%+24.4%+30.9%
YTD+79.0%+12.2%+66.7%+69.0%
1Y+88.8%+5.6%+83.2%+82.0%
3Y+6.4%+74.9%-68.5%-14.8%
5Y+153.0%+106.6%+46.3%+91.9%
10Y+7.5%+433.1%-425.5%-36.5%
All+848.7%+49,848.3%-48,999.6%+114.9%

Cumulative growth

Daily Returns

Daily percentage return beside RJF.

Daily Out/Under-Performance

Portfolio return minus RJF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over all: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

all analysis · Full analysis span regression · 6 months rolling